func (s *SimLogger) BeforeBookUpdate(book sim.Book, operation sim.SimOperation) {
tobOld := book.GetTop(operation.GetOptionId(), operation.GetSide(), s.supernodeLevels)
s.tobOld = make([]sim.PriceLevel, len(tobOld))
for i, pl := range tobOld {
s.tobOld[i] = pl.Clone()
}
s.efhLogger.BeforeBookUpdate(book, operation)
}
func (tob *tob) update(book sim.Book, oid packet.OptionId, updateNew bool) {
pl := &tob.Old
if updateNew {
pl = &tob.New
}
*pl = sim.EmptyPriceLevel
if tob.Check || tob.Flags&TobUpdateBothSides != 0 && updateNew {
if pls := book.GetTop(oid, tob.Side, 1); len(pls) > 0 {
*pl = pls[0].Clone()
}
}
}
func (o *observer) AfterBookUpdate(book sim.Book, op sim.SimOperation) {
oid := op.GetOptionId()
if oid.Invalid() {
return
}
o.analyzer.optionIds[oid.ToUint64()] = struct{}{}
bs := o.analyzer.book(oid, op.GetSide())
//bookSize := len(book.GetTop(oid, op.GetSide(), 0))
b := book.GetTop(oid, op.GetSide(), 0)
bookSize := len(b)
if bs.maxLevels < bookSize {
//log.Printf("%d %s %d: %v\n", oid, op.GetSide(), bookSize, b)
bs.maxLevels = bookSize
}
}
func (hlc *HwLimChecker) AfterBookUpdate(book sim.Book, operation sim.SimOperation) {
opa, ok := operation.(*sim.OperationAdd)
if !ok || operation.GetOptionId().Invalid() {
return
}
if opa.Independent() {
if book.NumOptions() == supernodes {
log.Fatalf("reached hw supernodes limit (%d)\n", supernodes)
}
}
tob := book.GetTop(operation.GetOptionId(), operation.GetSide(), 0)
if len(tob) > supernodeLevels {
log.Fatalf("book (oid %d, side %s) has %d levels (>%d)",
operation.GetOptionId(), operation.GetSide(),
len(tob), supernodeLevels)
}
}
func (s *SimLogger) AfterBookUpdate(book sim.Book, operation sim.SimOperation) {
if operation.GetOptionId().Valid() && s.supernodeLevels > 1 {
var emptyPrice uint32
if operation.GetSide() == packet.MarketSideAsk {
emptyPrice -= 1
}
printablePriceLevel := func(pls []sim.PriceLevel, pos int) (price uint32, size int) {
if pos < len(pls) {
price = uint32(pls[pos].Price())
size = pls[pos].Size(sim.SizeKindDefault)
} else if operation.GetSide() == packet.MarketSideAsk {
price = emptyPrice
}
return
}
s.tobNew = book.GetTop(operation.GetOptionId(), operation.GetSide(), s.supernodeLevels)
for i := 0; i < s.accessedLevels(operation); i++ {
priceOld, sizeOld := printablePriceLevel(s.tobOld, i)
priceNew, sizeNew := printablePriceLevel(s.tobNew, i)
s.printfln("SN_OLD_NEW %02d %08x %08x %08x %08x", i, sizeOld, priceOld, sizeNew, priceNew)
}
}
s.efhLogger.AfterBookUpdate(book, operation)
}